First-Passage Time in a Random Vibrational System

1966 ◽  
Vol 33 (1) ◽  
pp. 187-191 ◽  
Author(s):  
A. H. Gray

The first-passage problem in a random vibrational system is solved by means of approximations which convert the problem to a first-order one-dimensional Markov process. Laplace transforms are used to evaluate the mean square time to failure.

1980 ◽  
Vol 45 (3) ◽  
pp. 777-782 ◽  
Author(s):  
Milan Šolc

The establishment of chemical equilibrium in a system with a reversible first order reaction is characterized in terms of the distribution of first passage times for the state of exact chemical equilibrium. The mean first passage time of this state is a linear function of the logarithm of the total number of particles in the system. The equilibrium fluctuations of composition in the system are characterized by the distribution of the recurrence times for the state of exact chemical equilibrium. The mean recurrence time is inversely proportional to the square root of the total number of particles in the system.


1995 ◽  
Vol 32 (4) ◽  
pp. 1007-1013 ◽  
Author(s):  
Marco Dominé

The first-passage problem for the one-dimensional Wiener process with drift in the presence of elastic boundaries is considered. We use the Kolmogorov backward equation with corresponding boundary conditions to derive explicit closed-form expressions for the expected value and the variance of the first-passage time. Special cases with pure absorbing and/or reflecting barriers arise for a certain choice of a parameter constellation.


2020 ◽  
pp. 1-2
Author(s):  
Maryam Fathian ◽  

In this article, we numerically study the dynamics of a model Levy walker, moving in a 2 dimensional medium confined by the walls of an asymmetric channel. We show that, as a result of both asymmetric potential due to the channel and also the power law step size distribution, the Levy walker will achieve a net directed velocity in the direction preferred by the channel. Other statistical properties of the walker such as mean first passage time and the mean square displacements are also examined


1995 ◽  
Vol 32 (04) ◽  
pp. 1007-1013 ◽  
Author(s):  
Marco Dominé

The first-passage problem for the one-dimensional Wiener process with drift in the presence of elastic boundaries is considered. We use the Kolmogorov backward equation with corresponding boundary conditions to derive explicit closed-form expressions for the expected value and the variance of the first-passage time. Special cases with pure absorbing and/or reflecting barriers arise for a certain choice of a parameter constellation.


2017 ◽  
Vol 37 (2) ◽  
pp. 191-198 ◽  
Author(s):  
Shenghong Li ◽  
Yong Huang

In this paper, the mean first-passage time of a delayed tumor cell growth system driven by colored cross-correlated noises is investigated. Based on the Novikov theorem and the method of probability density approximation, the stationary probability density function is obtained. Then applying the fastest descent method, the analytical expression of the mean first-passage time is derived. Finally, effects of different kinds of delays and noise parameters on the mean first-passage time are discussed thoroughly. The results show that the time delay included in the random force, additive noise intensity and multiplicative noise intensity play a positive role in the disappearance of tumor cells. However, the time delay included in the determined force and the correlation time lead to the increase of tumor cells.


2019 ◽  
Author(s):  
Vishal Singh ◽  
Parbati Biswas

Protein aggregation is investigated theoretically via protein turnover, misfolding, aggregation and degradation. The Mean First Passage Time (MFPT) of aggregation is evaluated within the framework of Chemical Master Equation (CME) and pseudo first order kinetics with appropriate boundary conditions. The rate constants of aggregation of different proteins are calculated from the inverse MFPT, which show an excellent match with the experimentally reported rate constants and those extracted from the ThT/ThS fluorescence data. Protein aggregation is found to be practically independent of the number of contacts and the critical number of misfolded contacts. The age of appearance of aggregation-related diseases is obtained from the survival probability and the MFPT results, which matches with those reported in the literature. The calculated survival probability is in good agreement with the only available clinical data for Parkinson’s disease.<br>


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